-14.9%
HAL vs VALE
+204.8%
-219.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +6.1% | -3.2% | +9.3% | +7.7% |
| 30D | +2.9% | -15.1% | +18.0% | +11.1% |
| 3M | +3.3% | -18.7% | +22.0% | +13.6% |
| 6M | -16.9% | -31.5% | +14.6% | -1.2% |
| YTD | +21.2% | -11.4% | +32.6% | +23.7% |
| 1Y | +27.5% | -1.9% | +29.4% | +23.1% |
| 3Y | -6.4% | +1.7% | -8.1% | -13.8% |
| 5Y | +58.0% | +35.4% | +22.6% | +18.8% |
| All | -14.9% | +204.8% | -219.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling